DZ Bank Call 42.5 EBO 20.06.2025
/ DE000DJ879S6
DZ Bank Call 42.5 EBO 20.06.2025/ DE000DJ879S6 /
| 9/4/2024 11:34:51 AM |
Chg.-0.010 |
Bid9/4/2024 |
Ask9/4/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
-1.19% |
0.830
Bid Size: 50,000 |
0.850
Ask Size: 50,000 |
ERSTE GROUP BNK INH.... |
42.50 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
DJ879S |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ERSTE GROUP BNK INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.50 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
2/6/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.20 |
| Parity: |
0.60 |
| Time value: |
0.30 |
| Break-even: |
51.50 |
| Moneyness: |
1.14 |
| Premium: |
0.06 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.06 |
| Spread %: |
7.14% |
| Delta: |
0.78 |
| Theta: |
-0.01 |
| Omega: |
4.19 |
| Rho: |
0.23 |
Quote data
| Open: |
0.810 |
| High: |
0.840 |
| Low: |
0.810 |
| Previous Close: |
0.840 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.74% |
| 1 Month |
|
|
+40.68% |
| 3 Months |
|
|
+43.10% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.840 |
| 1M High / 1M Low: |
0.960 |
0.520 |
| 6M High / 6M Low: |
0.960 |
0.170 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.902 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.780 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.564 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.45% |
| Volatility 6M: |
|
118.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
